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Soc. Generale Call 4.6 Aegon Ltd..../  DE000SW2GEL3  /

Frankfurt Zert./SG
2024-05-31  4:33:53 PM Chg.+0.030 Bid5:23:44 PM Ask5:23:44 PM Underlying Strike price Expiration date Option type
1.340EUR +2.29% 1.330
Bid Size: 20,000		 1.350
Ask Size: 20,000		 AEGON NV (DEMAT.) ... 4.60 EUR 2024-06-21 Call
 

Master data

WKN: SW2GEL
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.36
Implied volatility: 0.57
Historic volatility: 0.22
Parity: 1.36
Time value: 0.02
Break-even: 5.98
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.47%
Delta: 0.98
Theta: 0.00
Omega: 4.21
Rho: 0.00
 

Quote data

Open: 1.310
High: 1.360
Low: 1.310
Previous Close: 1.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.65%
1 Month  
+8.06%
3 Months  
+32.67%
YTD  
+59.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.310
1M High / 1M Low: 1.750 1.240
6M High / 6M Low: 1.750 0.680
High (YTD): 2024-05-20 1.750
Low (YTD): 2024-03-04 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   1.434
Avg. volume 1W:   0.000
Avg. price 1M:   1.509
Avg. volume 1M:   0.000
Avg. price 6M:   1.036
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.83%
Volatility 6M:   87.71%
Volatility 1Y:   -
Volatility 3Y:   -